//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
subject:"Zeitreihenanalyse"
~person:"Jawadi, Fredj"
~person:"Teräsvirta, Timo"
~subject:"Regression analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Regression analysis
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Time series analysis
4
Volatility
4
Volatilität
4
Estimation theory
2
Forecasting model
2
Nichtlineare Regression
2
Nonlinear regression
2
Prognoseverfahren
2
Schätztheorie
2
State space model
2
Theorie
2
Theory
2
Zustandsraummodell
2
CC13
1
Capital income
1
Conditional heteroskedasticity
1
Constant conditional correlation
1
Correlation
1
Dynamic conditional correlation
1
Forecasting
1
Innovation diffusion
1
Innovationsdiffusion
1
Kalman filter
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Return comovement
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Transformation model
1
Variable correlation GARCH model
1
Volatility model evaluation
1
jump
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Jawadi, Fredj
Teräsvirta, Timo
Maasoumi, Esfandiar
3
Chan, Joshua
2
Harvey, David I.
2
Leybourne, Stephen James
2
Taylor, Robert
2
Abaye, A.
1
Allen, David E.
1
Amado, Cristina
1
Anderson, Richard G.
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Antoch, Jaromír
1
Anyfantaki, Sofia
1
Armah, Nii Ayi
1
Asai, Manabu
1
Astill, Sam
1
Audrino, Francesco
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bewley, Ronald A.
1
Bohn Nielsen, Heino
1
Bos, Charles S.
1
Brown, Jennifer A.
1
Brune, Barbara
1
Bu, Ruijun
1
Bura, Efstathia
1
Cai, Yuzhi
1
Cappelli, Carmela
1
Cardot, Hervé
1
Casini, Alessandro
1
Catania, Leopoldo
1
Chauvet, Marcelle
1
Chen, I-Po
1
Corsi, Fulvio
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
more ...
less ...
Published in...
All
Econometric reviews
CREATES research paper
4
Working paper series in economics and finance
4
Econometrics : open access journal
2
Economic modelling
2
Applied economics
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Handbook of economic forecasting ; 1
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Open economies review
1
Revue d'économie politique
1
SSE EFI working paper series in economics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
4
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->